+281.3%
P vs TYL
-25.2%
+306.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.9% |
| 7D | +6.5% | -3.7% | +10.2% | +8.0% |
| 30D | +18.8% | +18.7% | +0.1% | +10.8% |
| 3M | +26.7% | +18.1% | +8.6% | +16.2% |
| 6M | +62.2% | -1.1% | +63.3% | +59.6% |
| YTD | +48.5% | -19.8% | +68.3% | +60.2% |
| 1Y | +26.4% | -34.3% | +60.7% | +50.9% |
| 3Y | +159.4% | -8.2% | +167.6% | +148.4% |
| All | +281.3% | -25.2% | +306.4% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling